AVTR Options History — March 2022

In March 2022, AVTR traded between $32.47 and $35.09. ATM implied volatility averaged 37.2%, placing in the 57.7% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 4.0% (HV 20d: 33.3%). Max pain ranged from $35.00 to $37.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 2.52.

Notable Days

2022-03-16: Highest Volume — 10,616 contracts
2022-03-04: Largest IV spike — 12.4% change
2022-03-07: Highest IV Rank — 95.4%
2022-03-07: Largest Expected Move — 14.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$34.09	$32.47	$35.09	$34.21	$34.01
Max Pain	$36.52	$35.00	$37.50	$35.00	$37.50
ATM IV	37.2%	30.1%	48.9%	41.5%	32.4%
Expected Move	11.1%	9.4%	14.0%	11.9%	9.6%
HV 20d	33.3%	28.0%	37.4%	32.3%	28.0%
HV 60d	34.3%	32.9%	35.5%	34.0%	32.9%
IV Rank	57.7%	34.7%	95.4%	71.5%	41.9%
IV Percentile	69.9%	23.8%	98.8%	94.4%	43.3%
Term Structure	0.6%	-3.3%	6.1%	-3.1%	1.4%
VWIV	38.7%	31.9%	49.8%	41.7%	33.7%
Skew 25d	3.4%	0.0%	7.0%	1.1%	0.0%
Skew 10d	5.6%	-6.4%	22.1%	3.9%	-6.4%
Call IV 25d	36.1%	30.6%	42.3%	41.2%	33.7%
Put IV 25d	39.5%	33.8%	47.3%	42.3%	33.8%
Bid-Ask Spread %	75.13	57.21	89.84	57.21	75.51
Gamma HHI	0.38	0.29	0.76	0.30	0.29
Net GEX	1.9M	354.0K	9.4M	2.1M	354.0K
Net DEX	-7.7M	-23.8M	4.4M	-16.7M	3.6M
Net VEX	-153.0K	-184.8K	-129.2K	-177.5K	-129.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.52	0.67	4.64	2.09	2.47
Total Volume	3,007.652	1,908	10,616	2,006	1,914
Total OI	37,950.087	32,089	47,672	38,910	34,493

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-03-01	$34.21	$35.00	41.5%	11.9%	32.3%	71.5%	41.7%	1.1%	-3.1%	2.1M	-16.7M	-177.5K	2.09	57.21	N/A	N/A	650	1,356	31,383	7,527
2022-03-02	$34.92	$35.00	39.4%	11.3%	32.1%	64.6%	39.6%	3.3%	-0.7%	2.5M	-22.4M	-184.8K	2.08	64.96	N/A	N/A	650	1,355	31,406	7,529
2022-03-03	$34.49	$35.00	39.0%	11.2%	31.5%	63.5%	38.3%	2.7%	0.2%	2.3M	-18.4M	-180.9K	2.15	80.11	N/A	N/A	634	1,362	31,413	7,529
2022-03-04	$32.82	$35.00	43.9%	12.6%	34.9%	79.1%	45.3%	1.8%	-1.3%	1.4M	-5.2M	-151.2K	3.30	79.65	N/A	N/A	771	2,545	31,416	7,529
2022-03-07	$32.47	$35.00	48.9%	14.0%	34.7%	95.4%	49.8%	3.8%	-2.0%	1.2M	-2.8M	-140.0K	1.86	85.87	N/A	N/A	739	1,375	31,557	7,622
2022-03-08	$33.14	$35.00	45.3%	13.6%	35.9%	83.5%	47.5%	5.0%	-3.3%	1.6M	-6.4M	-154.2K	3.49	76.35	N/A	N/A	605	2,112	31,547	8,536
2022-03-09	$34.06	$35.00	40.8%	12.9%	37.4%	69.2%	48.9%	5.6%	0.0%	2.1M	-12.5M	-164.3K	3.36	85.84	N/A	N/A	637	2,140	31,562	8,662
2022-03-10	$34.04	$35.00	39.4%	12.6%	36.2%	64.7%	42.5%	2.7%	0.1%	2.1M	-11.4M	-159.6K	3.20	85.15	N/A	N/A	674	2,154	31,565	8,619
2022-03-11	$33.87	$35.00	38.6%	11.9%	36.2%	62.2%	44.2%	3.9%	0.5%	2.0M	-9.2M	-155.5K	3.33	89.84	N/A	N/A	642	2,141	31,516	8,623
2022-03-14	$34.12	$37.50	40.1%	11.6%	35.1%	66.7%	40.5%	3.9%	0.4%	2.2M	-10.3M	-150.5K	3.39	62.43	N/A	N/A	627	2,124	31,518	8,626
2022-03-15	$34.44	$37.50	38.9%	11.3%	34.7%	63.1%	38.9%	4.9%	0.1%	2.7M	-12.4M	-149.1K	3.14	64.96	N/A	N/A	635	1,991	31,518	8,627
2022-03-16	$34.60	$37.50	36.8%	11.2%	34.7%	56.3%	38.0%	3.6%	1.8%	3.1M	-12.5M	-143.3K	0.85	67.33	N/A	N/A	5,748	4,868	31,525	8,633
2022-03-17	$35.05	$37.50	36.8%	11.0%	35.0%	56.3%	37.3%	5.7%	1.5%	4.7M	-21.4M	-181.4K	3.09	74.33	N/A	N/A	639	1,973	36,139	11,533
2022-03-18	$35.09	$37.50	33.8%	10.2%	33.7%	46.6%	35.2%	7.0%	1.4%	9.4M	-23.8M	-173.4K	0.67	79.66	N/A	N/A	3,021	2,039	36,146	11,501
2022-03-21	$34.37	$37.50	36.0%	11.3%	34.2%	53.6%	36.2%	1.5%	6.1%	760.1K	-5.4M	-157.5K	3.74	81.93	N/A	N/A	561	2,096	21,788	10,301
2022-03-22	$34.76	$37.50	32.0%	9.7%	34.3%	40.9%	31.9%	3.7%	1.7%	808.7K	-4.8M	-150.2K	0.90	70.17	N/A	N/A	1,669	1,497	21,797	10,420
2022-03-23	$33.74	$37.50	33.6%	9.8%	34.9%	45.9%	33.6%	4.3%	1.4%	550.9K	2.2M	-137.3K	1.90	77.90	N/A	N/A	1,128	2,138	22,675	10,459
2022-03-24	$33.69	$37.50	33.4%	9.9%	32.0%	45.2%	33.0%	2.8%	1.2%	565.9K	2.3M	-136.6K	1.11	75.13	N/A	N/A	1,403	1,554	22,646	10,348
2022-03-25	$33.53	$37.50	33.5%	9.9%	30.1%	45.5%	33.4%	2.9%	0.8%	440.5K	4.4M	-129.7K	4.64	71.74	N/A	N/A	562	2,605	22,657	10,529
2022-03-28	$34.05	$37.50	31.3%	9.6%	29.2%	38.5%	33.7%	3.0%	2.0%	435.7K	2.7M	-138.7K	2.31	72.97	N/A	N/A	600	1,389	22,917	11,545
2022-03-29	$34.34	$37.50	30.1%	9.4%	29.3%	34.7%	32.9%	4.0%	2.0%	498.4K	897.5K	-138.4K	2.44	73.28	N/A	N/A	565	1,380	22,942	11,537
2022-03-30	$34.27	$37.50	30.8%	9.4%	28.3%	37.0%	33.5%	1.0%	1.8%	466.0K	1.6M	-136.0K	2.51	75.70	N/A	N/A	544	1,364	22,951	11,540
2022-03-31	$34.01	$37.50	32.4%	9.6%	28.0%	41.9%	33.7%	0.0%	1.4%	354.0K	3.6M	-129.2K	2.47	75.51	N/A	N/A	552	1,362	22,953	11,540